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Computational fluctuating fluid dynamics

John B. Bell, Alejandro L. Garcia, Sarah A. Williams (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

This paper describes the extension of a recently developed numerical solver for the Landau-Lifshitz Navier-Stokes (LLNS) equations to binary mixtures in three dimensions. The LLNS equations incorporate thermal fluctuations into macroscopic hydrodynamics by using white-noise fluxes. These stochastic PDEs are more complicated in three dimensions due to the tensorial form of the correlations for the stochastic fluxes and in mixtures due to couplings of energy and concentration fluxes (e.g., Soret...

Convergence rates for the full gaussian rough paths

Peter Friz, Sebastian Riedel (2014)

Annales de l'I.H.P. Probabilités et statistiques

Under the key assumption of finite ρ -variation, ρ [ 1 , 2 ) , of the covariance of the underlying Gaussian process, sharp a.s. convergence rates for approximations of Gaussian rough paths are established. When applied to Brownian resp. fractional Brownian motion (fBM), ρ = 1 resp. ρ = 1 / ( 2 H ) , we recover and extend the respective results of (Trans. Amer. Math. Soc.361 (2009) 2689–2718) and (Ann. Inst. Henri Poincasé Probab. Stat.48(2012) 518–550). In particular, we establish an a.s. rate k - ( 1 / ρ - 1 / 2 - ε ) , any ε g t ; 0 , for Wong–Zakai and Milstein-type...

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